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On the sensitivity of pre-test estimators to covariance misspecification 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2011, 卷号: 141, 期号: 1, 页码: 293-304
作者:  Qin, Huaizhen;  Zou, Guohua;  Zhou, Sherry Z. F.
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
Linear restrictions  Non-spherical disturbances  Pre-test  Robustness  
Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure 期刊论文
JOURNAL OF ECONOMETRICS, 2003, 卷号: 114, 期号: 1, 页码: 165-196
作者:  Wan, ATK;  Zou, GH
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
entropy loss  first-order differentiable  Lebesgue integrable  linear restrictions  LINEX loss  quadratic loss  risk  variance homogeneity